| 摘要 |
<p>A method for stock option trading is practised using a stock options trading network (100) which includes an order flow provider (OFP) (102), a market (104), and an electronic drop system (106). At the OFP (102), a mainframe (108) generates options orders that are transmitted over a network (110) to a server (112) at the market. An option order is contemporaneously submitted to the market. The option order identifies, as examples, contract elements including a contract identifier, underlying security, strike price, expiry and option quantity. The method then determines a potential cross quantity and price based on the options order. Subsequently, the method submits a contra-order specifying contract elements including the contract identifier, underlying security, strike price, and expiry, as well as the potential cross quantity and price to the market for fulfillment.</p> |
